Preheat oven to 400°F. Place bell peppers, onion, and mushrooms in a large bowl and toss with olive oil and salt. Place in a single layer on a large baking sheet, making sure not to crowd vegetables. Cook for 10 minutes.
Add snap peas, zucchini, yellow squash, and garlic and stir lightly. Top with walnuts and cook for 5 to 10 minutes more or until all vegetables are crisp-tender and walnuts are toasted.
Drizzle with balsamic and toss well. Sprinkle with basil.